Laguerre RSI Filter Signal

The Laguerre RSI Filter Signal is an advanced momentum oscillator built on John Ehlers' Laguerre transform. Unlike a standard RSI, it applies a four-stage recursive Laguerre filter to the price series, which dramatically reduces lag while maintaining sensitivity to genuine trend changes. The result is a smoother, more responsive oscillator that cuts through noise without the typical delay of period-based smoothing.

How It Works

Laguerre RSI The indicator feeds the selected price source through a four-pole Laguerre filter (L0–L3), controlled by a gamma derived from the RSI Period parameter. The RSI value is then computed from the cumulative up/down distances between adjacent filter poles, producing a normalized oscillator between 0 and 1. A second Laguerre pass (RSI Smooth Gamma + Speed) further refines the line before it is displayed.

Laguerre Filter Line A separate Laguerre filter (Filter Period + Speed) is applied on top of the smoothed RSI. This filter line acts as a slow-moving signal/trend reference — similar in concept to a signal line in MACD, but with far superior lag characteristics.

Speed Parameter (0–6) Both the RSI smoother and the filter line support a Speed setting. This controls the weighted blend of the four filter poles (binomial-style weighting). Speed 0 averages all poles equally; higher values front-weight the faster poles, making the output more responsive.